An asymptotic of high order moments of renewal (Q1925168): Difference between revisions
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Revision as of 15:27, 24 May 2024
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English | An asymptotic of high order moments of renewal |
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An asymptotic of high order moments of renewal (English)
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29 October 1996
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Let \(0,X_1,X_1+X_2,\dots\) be the epochs of a standard renewal process, and let \(N(t)\) be the number of epochs to time \(t\geq 0\). Using Laplace transform methods, the author gives asymptotic estimates for \(E[N(t)(N(t)+1)\cdots(N(t)+n-1)]\), \(n\geq 1\), under various assumptions on the distribution of \(X_1\). Notably he considers cases in which the integrated tail distribution, \(F_1(t)=(EX_1)^{-1}\int_0^t P(X_1>x)dx\), is subexponential.
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Laplace transform
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subexponential distribution
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renewal process
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